Abstract: In this article, we investigate the optimal control problem for an unknown linear time-invariant system. To solve this problem, a novel composite policy iteration algorithm based on adaptive ...

A Python high-frequency intraday trading engine for simulating the rolling intrinsic strategy on the European market, solved as a dynamic program. See our paper (tbd, Schaurecker & Wozabal et al.

Abstract: Text-guided diffusion models have revolutionized image and video generation and have also been successfully used for optimization-based 3D object synthesis. Here, we in-stead focus on the ...